NYMEX Natural Gas Future August 2014
| Trading Metrics calculated at close of trading on 20-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2014 |
20-May-2014 |
Change |
Change % |
Previous Week |
| Open |
4.404 |
4.465 |
0.061 |
1.4% |
4.550 |
| High |
4.514 |
4.552 |
0.038 |
0.8% |
4.550 |
| Low |
4.399 |
4.424 |
0.025 |
0.6% |
4.296 |
| Close |
4.461 |
4.538 |
0.077 |
1.7% |
4.414 |
| Range |
0.115 |
0.128 |
0.013 |
11.3% |
0.254 |
| ATR |
0.114 |
0.115 |
0.001 |
0.9% |
0.000 |
| Volume |
7,100 |
16,027 |
8,927 |
125.7% |
80,223 |
|
| Daily Pivots for day following 20-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.889 |
4.841 |
4.608 |
|
| R3 |
4.761 |
4.713 |
4.573 |
|
| R2 |
4.633 |
4.633 |
4.561 |
|
| R1 |
4.585 |
4.585 |
4.550 |
4.609 |
| PP |
4.505 |
4.505 |
4.505 |
4.517 |
| S1 |
4.457 |
4.457 |
4.526 |
4.481 |
| S2 |
4.377 |
4.377 |
4.515 |
|
| S3 |
4.249 |
4.329 |
4.503 |
|
| S4 |
4.121 |
4.201 |
4.468 |
|
|
| Weekly Pivots for week ending 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.182 |
5.052 |
4.554 |
|
| R3 |
4.928 |
4.798 |
4.484 |
|
| R2 |
4.674 |
4.674 |
4.461 |
|
| R1 |
4.544 |
4.544 |
4.437 |
4.482 |
| PP |
4.420 |
4.420 |
4.420 |
4.389 |
| S1 |
4.290 |
4.290 |
4.391 |
4.228 |
| S2 |
4.166 |
4.166 |
4.367 |
|
| S3 |
3.912 |
4.036 |
4.344 |
|
| S4 |
3.658 |
3.782 |
4.274 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.552 |
4.296 |
0.256 |
5.6% |
0.113 |
2.5% |
95% |
True |
False |
13,964 |
| 10 |
4.837 |
4.296 |
0.541 |
11.9% |
0.123 |
2.7% |
45% |
False |
False |
15,780 |
| 20 |
4.870 |
4.296 |
0.574 |
12.6% |
0.112 |
2.5% |
42% |
False |
False |
12,539 |
| 40 |
4.870 |
4.296 |
0.574 |
12.6% |
0.111 |
2.5% |
42% |
False |
False |
10,848 |
| 60 |
4.870 |
4.296 |
0.574 |
12.6% |
0.110 |
2.4% |
42% |
False |
False |
9,354 |
| 80 |
4.891 |
4.266 |
0.625 |
13.8% |
0.116 |
2.6% |
44% |
False |
False |
8,475 |
| 100 |
4.891 |
3.921 |
0.970 |
21.4% |
0.110 |
2.4% |
64% |
False |
False |
7,191 |
| 120 |
4.891 |
3.855 |
1.036 |
22.8% |
0.101 |
2.2% |
66% |
False |
False |
6,407 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.096 |
|
2.618 |
4.887 |
|
1.618 |
4.759 |
|
1.000 |
4.680 |
|
0.618 |
4.631 |
|
HIGH |
4.552 |
|
0.618 |
4.503 |
|
0.500 |
4.488 |
|
0.382 |
4.473 |
|
LOW |
4.424 |
|
0.618 |
4.345 |
|
1.000 |
4.296 |
|
1.618 |
4.217 |
|
2.618 |
4.089 |
|
4.250 |
3.880 |
|
|
| Fisher Pivots for day following 20-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.521 |
4.517 |
| PP |
4.505 |
4.496 |
| S1 |
4.488 |
4.476 |
|